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2012 Oct 11
2
model selection with spg and AIC (or, convert list to fitted model object)
...sted negative log-likelihood functions that I am optimizing with the spg function [BB package]. I would like to perform model selection on these two objective functions using AIC (and possibly anova() too). However, the spg() function returns a list and I need a fitted model object for AIC(), ICtab() [bbmle package], or anova(). How can I perform AIC-based model selection on two spg-optimized objective functions? Alternatively, how can I convert the list returned by spg into a fitted model object that can be run in AIC, ICtab, or anova? Here is an example: ##############################...